BMW M3 Question?

My 2004 E46 M3 ''Service Engine Soon'' light came on last night. I really dont understand. My oil is good, engine good, and not giving stress on my engine. What do I do?

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It might just be the service light that comes on at 25k/ 50k miles, etc. It probably just needs to get reset.

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Your service engine soon light has nothing to do with a service. It's equivalent to a check engine light. Have a shop scan for codes in the system and go from there. Are you under the 4 years/50,000 miles? If so, take it back to the dealership for warranty repairs. Also, check your gas cap. If not tight, it can cause the light to come on.
I am a previous e46 m3 owner, before you go to the service. you may want to try the hood or gas cap and gas door it is close complete. Lots of time, thats the reason you have check engine light on when either of them are not close. This is very comment on all e46 M car.
its probably a malfunction of the fuse box, just take it in and they'll fix it for u
take it in its probably something small, like a sensor or something. take it in.
It would be better if you can provide a fault code. Take it into Autozone and they would be able to plug your car into a scanner to read the fault code. They do this for free. From there you should be able to figure out whats wrong by plugging in the fault code into a google search.

Or you can take it into the dealer. The SEL light has nothing to do with scheduled maintenance on a 2004 M3. Something is wrong with your car and you need to take care of it.
you might just want to have somebody look at the computer there might be a problem with it
take it in. Probably o2 sensor
you have an electrical problem
at this point take it to the dealership.
I would probably say that there just could be a short or maybe a part of the computer is going crazy and saying that i dont know, i have a 2005 M3 and its got 40k on it and the service engine light also came on at about 25k and it just comes on every once and a while. I wouldnt worry to much it your treating your car right